+81.3%
FN vs FFIV
+102.8%
-21.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -5.5% | -8.8% | -11.4% |
| 7D | -16.0% | -14.2% | -1.7% | -8.7% |
| 30D | -40.1% | -33.6% | -6.5% | -27.6% |
| 3M | -43.9% | -24.2% | -19.7% | -37.7% |
| 6M | -55.6% | -8.3% | -47.3% | -55.8% |
| YTD | -35.7% | +22.1% | -57.8% | -47.3% |
| 1Y | -39.8% | +26.5% | -66.3% | -51.8% |
| All | +81.3% | +102.8% | -21.5% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FFIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling